Anic Equity¶

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Total return since start: 0.682 %¶

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Equity now: -----------------------------> 51363.23 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48165.67 Kr¶

PnL: ---------------------------------------> -921.9 Kr¶

DD now: ---------------------------------> -1.119 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:05:13.940980'

Anic Portfolio¶

This Week¶

Return: 8.109 %¶

Total¶

Return: 68.208 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 0.050000 778.800000 105.800000 15.720000 673.000000
Nordea Bank Abp 29 0.050000 3533.360000 79.360000 2.300000 3453.999992
HEBA B 70 0.390000 2684.500000 48.500000 1.840000 2636.000010
SAAB B 8 0.190000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Resurs Holding 22 0.320000 613.360000 39.360000 6.860000 573.999998
AcadeMedia 12 0.000000 591.360000 34.360000 6.170000 557.000004
Swedbank A 3 -0.570000 597.750000 33.750000 5.980000 564.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.840000 386.900000 31.900000 8.990000 355.000000
Fasadgruppen Group 38 0.000000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 0.740000 543.400000 16.400000 3.110000 527.000000
OEM International B 7 -0.390000 540.400000 12.400000 2.350000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Coor Service Management Hold. 8 0.220000 535.200000 3.200000 0.600000 532.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.150000 571.200000 1.200000 0.210000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.720000 0.720000 0.290000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 -0.640000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 0.000000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 0.880000 1645.200000 -8.800000 -0.530000 1653.999996
Corem Property Group B 59 0.680000 567.580000 -9.420000 -1.630000 576.999999
Sampo Oyj SDB 7 0.090000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 0.620000 566.000000 -28.570000 -4.810000 594.565215
CTEK 13 0.650000 503.100000 -30.900000 -5.790000 533.999999
Essity B 2 -0.660000 541.800000 -32.200000 -5.610000 574.000000
Vivesto 1368 0.490000 563.620000 -49.380000 -8.060000 612.999432
Essity A 4 -0.370000 1088.000000 -61.000000 -5.310000 1149.000000
Beijer Electronics Group 27 -0.720000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 0.680000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 -4.800000 3840.000000 -460.000000 -10.700000 4300.000005
Ovzon 64 -1.510000 3347.200000 -648.800000 -16.240000 3996.000000
TOTAL 48181.990000 -905.580000 -1.08449% 49087.564636

Updated:¶

'2023-02-01 09:04:40.850130'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶